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Date/Time: Sun, 07 Aug 2022 16:19:52 +0000



historical sierra data...

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[2014-05-18 16:26:26]
User53765 - Posts: 66
Hi Support,

A question regarding the historical intraday sierra data.

I remember having CTS historical intraday tick by tick data with certain figures and levels of delta volume during particular circumstances.

However when I open the historical tick by tick data with CTS it now goes through sierra historical intraday data which I believe is something happening for some time now.

My question is im finding small discrepancies in delta volume and therefore would like to know if the sierra historical data is delayed data or minute vs tick by tick data or why might there be a delta volume discrepancy. Specifically about the ES contract only please.

Any thoughts would be appreciated. Thanks.
[2014-05-18 20:47:35]
Sierra Chart Engineering - Posts: 104213
As long as you have a tick by tick data configuration, and the Sierra Chart historical data is being used , then you are definitely going to have 100% accuracy.

Refer to the instructions here for a tick by tick data configuration:
http://www.sierrachart.com/index.php?l=doc/doc_TickbyTickDataConfiguration.php

Discrepancies will have to do with the timeframe of the data records in the data file and completeness of the tick data. The Sierra Chart historical data is going to be the definitive reference and is 100% accurate. Anything else should be considered suspect for various reasons.
Sierra Chart Support - Engineering Level

Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy:
https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation

For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service:
Sierra Chart Teton Futures Order Routing

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